Risk Distribution Among Uncorrelated Risk Factors: Diversified Risk Parity

Yerli C., Kestel S.

Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, vol.40, no.2, pp.419-439, 2022 (TRDizin)

• Publication Type: Article / Article
• Volume: 40 Issue: 2
• Publication Date: 2022
• Doi Number: 10.17065/huniibf.880072
• Journal Name: Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
• Journal Indexes: TR DİZİN (ULAKBİM)
• Page Numbers: pp.419-439
• Middle East Technical University Affiliated: Yes